In this paper an estimation algorithm for a class of discretetime nonlinear systems is proposed. The system structure we deal with is partitionable into m subsystems, each afﬁne w.r.t. the corresponding part of the state vector. The algorithm consists of a bank of m interlaced Kalman ﬁlters, and each of them estimates a part of the state, considering the remaining parts as known time-varying parameters whose values are evaluated by the other ﬁlters at the previous step. The procedure neglects the subsystem coupling terms in the covariance matrix of the state estimation error and counteracts the errors so introduced by suitably “increasing” the noise covariance matrices. Comparisons through numerical simulations with the extended Kalman ﬁlter and its modiﬁed versions proposed in the literature illustrate the good tradeoff provided by the algorithm between the reduction of the computational load and the estimation accuracy.
|Titolo:||An Interlaced Extended Kalman Filter|
|Data di pubblicazione:||1999|
|Appare nelle tipologie:||1.1 Articolo in rivista|